Results 21 to 30 of about 374 (52)

Eigenvalue distributions of beta-Wishart matrices [PDF]

, 2018
We derive explicit expressions for the distributions of the extreme eigenvalues of the Beta-Wishart random matrices in terms of the hypergeometric function of a matrix argument. These results generalize the classical results for the real (β = 1), complex
Edelman, Alan, Koev, Plamen S
core   +1 more source

On the sphericity test with large-dimensional observations [PDF]

, 2013
In this paper, we propose corrections to the likelihood ratio test and John's test for sphericity in large-dimensions. New formulas for the limiting parameters in the CLT for linear spectral statistics of sample covariance matrices with general fourth ...
Wang, Qinwen, Yao, Jianfeng
core   +2 more sources

Strong Approximation of Empirical Copula Processes by Gaussian Processes

, 2011
We provide the strong approximation of empirical copula processes by a Gaussian process. In addition we establish a strong approximation of the smoothed empirical copula processes and a law of iterated ...
Adler R. J., Bouzebda S., Chung K.-L., Csörgő M., Csörgő M., Cui S., DasGupta A., Deheuvels P., Deheuvels P., Deheuvels P., Fermanian J.-D., Joe H., McNeil A. J., Moore D. S., Nelsen R. B., Piterbarg V. I., Salim Bouzebda, Shorack G. R., Sklar A., Sklar A., Tarek Zari, Tsukahara H.   +21 more
core   +1 more source

Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution [PDF]

, 2007
2000 Mathematics Subject Classification: 62H10.We consider the joint distribution of the correlation coefficients for samples from multivariate standard normal distribution. Some marginal densities are obtained.
Veleva, Evelina
core  

Testing linear hypotheses in high-dimensional regressions

, 2012
For a multivariate linear model, Wilk's likelihood ratio test (LRT) constitutes one of the cornerstone tools. However, the computation of its quantiles under the null or the alternative requires complex analytic approximations and more importantly, these
Anderson T. W., Bai Z. D., Bai Z. D., Bai Z. D., Bai Z. D., Bartlett M. S., Box G. E.P., Dandan Jiang, Dempster A. P., Jian-feng Yao, Ledoit O., Mathai A. M., Schott J. R., Shurong Zheng, Srivastava M. S., Wilks S. S., Wilks S. S., Zheng S., Zhidong Bai   +18 more
core   +1 more source

On the performance of the new minimax shrinkage estimators for a normal mean vector

Demonstratio Mathematica
This paper explores new classes of estimators for a multivariate normal mean (MNM) with an unknown variance and evaluating their performance based on the risk relative to the balanced loss function (BLF).
Benkhaled Abdelkader, Alahmadi Amani, Hamdaoui Abdenour, Terbeche Mekki   +3 more
doaj   +1 more source

On two matrix derivatives by Kollo and von Rosen [PDF]

, 2003
The article establishes relationships between the matrix derivatives of F with respect to X as introduced by von Rosen (1988), Kollo and von Rosen (2000) and the Magnus-Neudecker (1999) matrix derivative.
Neudecker, Heinz
core   +2 more sources

The asymptotic distributions of the largest entries of sample correlation matrices

, 2004
Let X_n=(x_{ij}) be an n by p data matrix, where the n rows form a random sample of size n from a certain p-dimensional population distribution. Let R_n=(\rho_{ij}) be the p\times p sample correlation matrix of X_n; that is, the entry \rho_{ij} is the ...
Jiang, Tiefeng
core   +2 more sources

Nonparametric control charts for bivariate high-quality processes [PDF]

, 2012
For attribute data with (very) low rates of defectives, attractive control charts can be based on the maximum of subsequent groups of r failure times, for some suitable r≥1, like r=5.
Albers, Willem
core   +3 more sources

A matrix variate inverse Lomax distribution

Special Matrices
This study presents the matrix variate inverse Lomax distribution as a generalization of the univariate inverse Lomax distribution and shows that this distribution can be derived by using matrix variate gamma distributions.
Nagar Daya K., Roldán-Correa Alejandro, Nadarajah Saralees   +2 more
doaj   +1 more source